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Are Momentum Traders Different?Implications for the Momentum Puzzle
Menkhoff, Lukas - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
This paper examines the puzzlingly high unexploited momentum returns from a new perspective.We analyze characteristics of momentum traders in a sample of 692 fund managers. Wefind that momentum traders are “defined” by their short-term horizon, by a behavioural viewon the market and by a...
Persistent link: https://www.econbiz.de/10009302618
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Solving a Multi-Level Capacitated Lot SizingProblem with Multi-Period Setup Carry-Over via aFix-and-Optimize Heuristic
Sahling, Florian; Buschkühl, Lisbeth; Tempelmeier, Horst; … - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2008
This paper presents a new algorithm for the dynamic Multi-Level Ca-pacitated Lot Sizing Problem with Setup Carry …
Persistent link: https://www.econbiz.de/10005867419
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A Fix-and-Optimize Approach for the Multi-LevelCapacitated Lot Sizing Problem
Helber, Stefan; Sahling, Florian - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2008
-and-optimize algorithm. Each of these programs is optimized over allreal-valued variables, but only a small subset of binary setup variables …
Persistent link: https://www.econbiz.de/10005867423